+2,448.5%
TQQQ vs F
+64.5%
+2,384.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +10.4% | -3.1% | +13.5% | +13.1% |
| 30D | -22.2% | 0.0% | -22.2% | -22.6% |
| 3M | -25.1% | -13.2% | -11.9% | -17.4% |
| 6M | -25.0% | -10.2% | -14.8% | -20.7% |
| YTD | +10.1% | -4.9% | +15.0% | +9.8% |
| 1Y | +11.0% | -6.1% | +17.1% | +11.9% |
| 3Y | +195.0% | +46.0% | +149.0% | +91.6% |
| 5Y | +46.6% | -15.7% | +62.3% | +52.1% |
| All | +2,448.5% | +64.5% | +2,384.1% | +1,223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling